Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49368.64 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43435.25 Kr¶

PnL: ---------------------------------------> -1440.33 Kr¶

DD now: ---------------------------------> -7.063 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 17:17:48.996913'

Anic Portfolio¶

Today¶

Return: 0.304 %¶

This Week¶

Return: -2.725 %¶

Total portfolio value¶

Return including deposits: 61.62 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.200000 1529.270000 106.270000 7.470000 1423.000014
Hennes & Mauritz B 6 1.910000 934.440000 22.440000 2.460000 912.000000
Nederman Holding 1 1.460000 209.000000 10.000000 5.030000 199.000000
JM 7 2.480000 954.100000 4.100000 0.430000 950.000002
INVISIO 15 0.000000 3570.000000 -2.000000 -0.060000 3571.999995
Atrium Ljungberg B 5 -0.500000 899.000000 -5.000000 -0.550000 904.000000
ASSA ABLOY B 4 -0.530000 983.600000 -9.400000 -0.950000 993.000000
Bufab 3 0.450000 1063.200000 -12.800000 -1.190000 1076.000001
BioGaia B 8 -1.150000 890.400000 -13.600000 -1.500000 904.000000
Profoto Holding 7 -1.700000 567.000000 -15.000000 -2.580000 581.999999
Eastnine 6 -2.380000 639.600000 -17.400000 -2.650000 657.000000
Biotage 1 -1.350000 131.200000 -17.800000 -11.950000 149.000000
Creaspac SPAC 40 -0.100000 3812.000000 -22.000000 -0.570000 3834.000000
AcadeMedia 20 -1.080000 955.600000 -22.400000 -2.290000 978.000000
Vitrolife 3 -0.820000 652.800000 -24.200000 -3.570000 677.000001
OX2 12 -0.740000 884.400000 -24.600000 -2.710000 909.000000
Alimak Group 12 -0.370000 979.200000 -27.800000 -2.760000 1007.000004
Hexatronic Group 15 0.030000 1041.600000 -29.400000 -2.750000 1071.000000
Investor B 3 -0.310000 626.850000 -31.150000 -4.730000 657.999999
Latour B 4 -0.680000 824.000000 -32.000000 -3.740000 856.000000
Sandvik 4 -0.830000 815.200000 -32.800000 -3.870000 848.000000
Addnode Group B 7 -0.560000 868.000000 -37.000000 -4.090000 904.999998
EQT 4 0.970000 835.600000 -37.400000 -4.280000 873.000000
Platzer Fastigheter Holding B 12 0.400000 913.200000 -37.800000 -3.970000 951.000000
Byggmax Group 33 -0.640000 928.620000 -38.380000 -3.970000 966.999990
SKF B 5 -0.340000 941.250000 -38.750000 -3.950000 980.000000
Hoist Finance 36 -0.920000 972.000000 -39.000000 -3.860000 1010.999988
Vitec Software Group B 2 -1.020000 1065.000000 -39.000000 -3.530000 1104.000000
Sagax B 4 -1.310000 844.400000 -40.600000 -4.590000 885.000000
Gränges 10 -2.110000 997.500000 -41.500000 -3.990000 1039.000000
Sagax A 4 -0.470000 844.000000 -42.000000 -4.740000 886.000000
Catena 2 -0.050000 762.400000 -43.600000 -5.410000 806.000000
HEXPOL B 8 0.630000 892.800000 -64.200000 -6.710000 957.000000
Orrön Energy 170 -1.810000 1939.700000 -106.300000 -5.200000 2045.999980
Hexagon B 26 -0.900000 3308.500000 -111.500000 -3.260000 3420.000012
VEF 788 -0.180000 1765.120000 -137.880000 -7.250000 1903.000300
Sedana Medical 93 1.310000 2594.700000 -388.880000 -13.030000 2983.577733
TOTAL 43435.250000 -1440.330000 -7.06266% 44875.578016

Updated:¶

'2023-06-22 17:18:05.518459'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶